Special Issue Computational Methods For Financial Engineering
DOWNLOAD
Download Special Issue Computational Methods For Financial Engineering PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Special Issue Computational Methods For Financial Engineering book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Special Issue Computational Methods For Financial Engineering
DOWNLOAD
Author : Nikolaos S. Thomaidis
language : en
Publisher:
Release Date : 2010
Special Issue Computational Methods For Financial Engineering written by Nikolaos S. Thomaidis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Special Issue On Computational Methods In Finance
DOWNLOAD
Author : Matheus Grasselli
language : en
Publisher:
Release Date : 2011
Special Issue On Computational Methods In Finance written by Matheus Grasselli and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.
Special Issue On Computational Methods In Finance
DOWNLOAD
Author : Martin Schweizer
language : en
Publisher:
Release Date : 2009
Special Issue On Computational Methods In Finance written by Martin Schweizer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
Computational Methods In Financial Engineering
DOWNLOAD
Author : Erricos Kontoghiorghes
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-02-26
Computational Methods In Financial Engineering written by Erricos Kontoghiorghes and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-26 with Business & Economics categories.
Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
Computational Methods For Risk Management In Economics And Finance
DOWNLOAD
Author : Marina Resta
language : en
Publisher: MDPI
Release Date : 2020-04-02
Computational Methods For Risk Management In Economics And Finance written by Marina Resta and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-02 with Business & Economics categories.
At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.
Computational Methods For Quantitative Finance
DOWNLOAD
Author : Norbert Hilber
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-02-15
Computational Methods For Quantitative Finance written by Norbert Hilber and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-15 with Mathematics categories.
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Lévy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.
Computational Methods In Finance
DOWNLOAD
Author : Ali Hirsa
language : en
Publisher: CRC Press
Release Date : 2024
Computational Methods In Finance written by Ali Hirsa and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024 with Business & Economics categories.
Computational Methods in Finance is a book developed from the author's courses at Columbia University and the Courant Institute of New York University. This self-contained text is designed for graduate students in financial engineering and mathematical finance, as well as practitioners in the financial industry. It will help readers accurately price a vast array of derivatives. This new edition has been thoroughly revised throughout to bring it up to date with recent developments. It features numerous new exercises and examples, as well as two entirely new chapters on machine learning. Features Explains how to solve complex functional equations through numerical methods Includes dozens of challenging exercises Suitable as a graduate-level textbook for financial engineering and financial mathematics or as a professional resource for working quants.
Tools For Computational Finance
DOWNLOAD
Author : Rüdiger Seydel
language : en
Publisher: Springer
Release Date : 2012-03-16
Tools For Computational Finance written by Rüdiger Seydel and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-16 with Mathematics categories.
The disciplines of financial engineering and numerical computation differ greatly, however computational methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering; specifically the use of numerical methods as tools for computational finance. By concentrating on the field of option pricing, a core task of financial engineering and risk analysis, this book explores a wide range of computational tools in a coherent and focused manner and will be of use to the entire field of computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the remainder of the book goes on to detail computational methods using both stochastic and deterministic approaches. Now in its fifth edition, Tools for Computational Finance has been significantly revised and contains: A new chapter on incomplete markets which links to new appendices on Viscosity solutions and the Dupire equation; Several new parts throughout the book such as that on the calculation of sensitivities (Sect. 3.7) and the introduction of penalty methods and their application to a two-factor model (Sect. 6.7) Additional material in the field of analytical methods including Kim’s integral representation and its computation Guidelines for comparing algorithms and judging their efficiency An extended chapter on finite elements that now includes a discussion of two-asset options Additional exercises, figures and references Written from the perspective of an applied mathematician, methods are introduced as tools within the book for immediate and straightforward application. A ‘learning by calculating’ approach is adopted throughout this book enabling readers to explore several areas of the financial world. Interdisciplinary in nature, this book will appeal to advanced undergraduate students in mathematics, engineering and other scientific disciplines as well as professionals in financial engineering.
Computational Methods For Risk Management In Economics And Finance
DOWNLOAD
Author : Marina Resta
language : en
Publisher:
Release Date : 2020
Computational Methods For Risk Management In Economics And Finance written by Marina Resta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with Finance categories.
At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.
Novel Methods In Computational Finance
DOWNLOAD
Author : Matthias Ehrhardt
language : en
Publisher: Springer
Release Date : 2017-09-19
Novel Methods In Computational Finance written by Matthias Ehrhardt and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-19 with Mathematics categories.
This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector. The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models. In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry. Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.